Set optimization and applications - the state of the art : from set relations to set-valued risk measures /: from set relations to set-valued risk measures. (2015)

• Record Type: Book
• Further Information: Note: Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, editors.
• Editors: Hamel, Andreas H; Heyde, Frank; Löhne, Andreas, 1972-; Rudloff, Birgit; Schrage, Carola
• Contents: I. Surveys.- A comparison of techniques for dynamic mul-tivariate risk measures.- Nonlinear scalarization of set optimization problems with set orderings.- Set optimization - a rather short introduction.- A survey of set optimization problems with set solutions.- Linear vector optimization and European option pricing under proportional transaction costs.- II. Special topics.- Conditional analysis on Rd.- Set optimization meets variational inequalities.- Estimate of error bounds for some sets of efficient solutions of a set-valued optimization problem.- On supremal and maximal sets with respectto random partial orders.- Generalized minimality in set optimization.- On characterization of Nash equilibrium strategy in bimatrix games with set payos.
• Publisher Details: Heidelberg : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 515.64; Mathematics; Algebra; Ordered algebraic structures; Economics, Mathematical; Calculus of variations; Mathematical optimization; MATHEMATICS -- Calculus; MATHEMATICS -- Mathematical Analysis; Algebra; Calculus of variations; Economics, Mathematical; Mathematical optimization; Mathematics; Ordered algebraic structures; Mathematics -- Applied; Mathematics -- Algebra -- Abstract; Finance & accounting; Algebra; Optimization; Finance; Calculus of variations; Electronic books; Electronic books
• Languages: English
• ISBNs: 9783662486702; 3662486709
• Related ISBNs: 9783662486689; 3662486687
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (EBSCO, viewed January 18, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.